What you're describing is an extreme case of non-opening, but after looking through the database, and coming from a cool-weather area, it doesn't really surprise me that much. Few of the pictures in the database here are open correctly, and many, if not all of those were taken in warm night climates. ("warm" being overnight low temp above 60-65F)

Opening problems and "canoeing" is a problem which plagues many of the eyed and patterned daylilies. Even though Waves of Joy is not opening for you, you should still be able to get at the pollen. A percentage of the seedlings should open better, particularly if you cross it with things that are near-nocturnal or early morning openers. (I was told long ago to never cross two daylilies which have the same fault.) Since my peak bloom occurs well before the weather warms enough for nice-looking flowers, I frequently hybridize by mental image, and it works out fairly well.

(Edited to add; I thought you were hybridizing from your comment "crossing everything", but I realize now that you were probably referring to crossing your fingers and toes and... in the hopes that the flower would open.)

Thanks for your reply and tips!
Since you replied, Waves of Joy died after a winter we rarely get, 2ft of snow fell and hung around for 3 weeks. It's the first daylily I've ever had that needed a padded room.
But I was able to get some pollen from last years non opened blooms, and I have crossed it with Core Values a patterned very early morning opener, and flatter form bloom. Core values doesn't have any issue with our cooler temps.
Now I wait 2-3 years to see the results.